CME Euro FX (E) Future March 2017
| Trading Metrics calculated at close of trading on 31-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2017 |
31-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.0729 |
1.0717 |
-0.0012 |
-0.1% |
1.0728 |
| High |
1.0759 |
1.0829 |
0.0071 |
0.7% |
1.0797 |
| Low |
1.0638 |
1.0702 |
0.0064 |
0.6% |
1.0677 |
| Close |
1.0711 |
1.0821 |
0.0110 |
1.0% |
1.0718 |
| Range |
0.0121 |
0.0128 |
0.0007 |
5.4% |
0.0120 |
| ATR |
0.0098 |
0.0100 |
0.0002 |
2.2% |
0.0000 |
| Volume |
206,051 |
294,460 |
88,409 |
42.9% |
890,485 |
|
| Daily Pivots for day following 31-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1166 |
1.1121 |
1.0891 |
|
| R3 |
1.1039 |
1.0994 |
1.0856 |
|
| R2 |
1.0911 |
1.0911 |
1.0844 |
|
| R1 |
1.0866 |
1.0866 |
1.0833 |
1.0889 |
| PP |
1.0784 |
1.0784 |
1.0784 |
1.0795 |
| S1 |
1.0739 |
1.0739 |
1.0809 |
1.0761 |
| S2 |
1.0656 |
1.0656 |
1.0798 |
|
| S3 |
1.0529 |
1.0611 |
1.0786 |
|
| S4 |
1.0401 |
1.0484 |
1.0751 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1090 |
1.1024 |
1.0784 |
|
| R3 |
1.0970 |
1.0904 |
1.0751 |
|
| R2 |
1.0850 |
1.0850 |
1.0740 |
|
| R1 |
1.0784 |
1.0784 |
1.0729 |
1.0757 |
| PP |
1.0730 |
1.0730 |
1.0730 |
1.0717 |
| S1 |
1.0664 |
1.0664 |
1.0707 |
1.0637 |
| S2 |
1.0610 |
1.0610 |
1.0696 |
|
| S3 |
1.0490 |
1.0544 |
1.0685 |
|
| S4 |
1.0370 |
1.0424 |
1.0652 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0829 |
1.0638 |
0.0192 |
1.8% |
0.0096 |
0.9% |
96% |
True |
False |
209,365 |
| 10 |
1.0829 |
1.0612 |
0.0218 |
2.0% |
0.0086 |
0.8% |
96% |
True |
False |
199,237 |
| 20 |
1.0829 |
1.0374 |
0.0456 |
4.2% |
0.0101 |
0.9% |
98% |
True |
False |
215,600 |
| 40 |
1.0924 |
1.0374 |
0.0550 |
5.1% |
0.0106 |
1.0% |
81% |
False |
False |
162,388 |
| 60 |
1.1361 |
1.0374 |
0.0987 |
9.1% |
0.0106 |
1.0% |
45% |
False |
False |
109,217 |
| 80 |
1.1361 |
1.0374 |
0.0987 |
9.1% |
0.0098 |
0.9% |
45% |
False |
False |
82,198 |
| 100 |
1.1416 |
1.0374 |
0.1042 |
9.6% |
0.0091 |
0.8% |
43% |
False |
False |
65,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1371 |
|
2.618 |
1.1163 |
|
1.618 |
1.1035 |
|
1.000 |
1.0957 |
|
0.618 |
1.0908 |
|
HIGH |
1.0829 |
|
0.618 |
1.0780 |
|
0.500 |
1.0765 |
|
0.382 |
1.0750 |
|
LOW |
1.0702 |
|
0.618 |
1.0623 |
|
1.000 |
1.0574 |
|
1.618 |
1.0495 |
|
2.618 |
1.0368 |
|
4.250 |
1.0160 |
|
|
| Fisher Pivots for day following 31-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.0802 |
1.0792 |
| PP |
1.0784 |
1.0763 |
| S1 |
1.0765 |
1.0733 |
|